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https://github.com/webclinic017/drift.git
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feat(Ensembling): added possiblity of stacking models
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@@ -75,6 +75,35 @@ def get_model(model_name: str) -> Model:
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return set_name(
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SKLearnModel(LGBMClassifier(n_jobs=-1, max_depth=20, random_state=1))
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)
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elif model_name == "AutoML":
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from supervised.automl import AutoML
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return set_name(
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SKLearnModel(
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AutoML(
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total_time_limit=60,
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mode="Compete",
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algorithms=[
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"Baseline",
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"Linear",
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"Random Forest",
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"Extra Trees",
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"LightGBM",
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"CatBoost",
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"Neural Network",
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"Nearest Neighbors",
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],
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validation_strategy={
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"validation_type": "split",
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"train_ratio": 0.75,
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"shuffle": False,
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"stratify": True
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},
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eval_metric="f1",
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)
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)
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)
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elif model_name == "StaticMom":
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from models.momentum import StaticMomentumModel
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